-63.5%
ALB vs REPL
-35.3%
-28.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | -3.6% | +9.8% | -13.4% | -3.8% |
| 30D | -2.9% | +81.5% | -84.4% | -4.2% |
| 3M | -25.8% | +44.2% | -70.1% | -26.5% |
| 6M | -53.6% | +437.4% | -491.0% | -56.1% |
| YTD | -32.4% | +126.1% | -158.5% | -35.3% |
| 1Y | -13.0% | +143.1% | -156.2% | -17.0% |
| 3Y | -15.0% | +97.8% | -112.8% | -30.7% |
| 5Y | -63.5% | -34.3% | -29.3% | -65.2% |
| All | -63.5% | -35.3% | -28.3% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling